Pflug GC, Swietanowski A, Dockner EJ, Moritsch H (2000)

The AURORA financial management system: Model and parallel implementation design

Annals of Operations Research, 99:189-206 [2000] More

Pflug GC, Swietanowski A (2000)

Selected parallel optimization: Methods for financial management under uncertainty

Parallel Computing, 26:3-25 [2000] More

Pflug GC, Swietanowski A (1999)

Dynamic asset allocation under uncertainty for pension fund management

Control and Cybernetics, 28(4):755-777 [1999] More

Pflug GC, Swietanowski A (1999)

Asset-liability optimization for pension fund management

Operations Research Proceedings 1999, Selected Papers of the Symposium on Operations Research (SOR 99), K. Inderfurth et al. (eds)
1-3 September 1999, Magdeburg, Germany, Springer-Verlag, Heidelberg, Germany, pp. 124-135 [1999] More

Ruszczynski A, Swietanowski A (1997)

Accelerating the regularized decomposition method for two stage stochastic linear problems

European Journal of Operational Research, 101:328-342 [1997] More

Ruszczynski A, Swietanowski A (1996)

On the Regularized Decomposition Method for Two Stage Stochastic Linear Problems
IIASA Working Paper WP-96-014 (February 1996) More

Swietanowski A (1995)

A Modular Presolve Procedure for Large Scale Linear Programming
IIASA Working Paper WP-95-113 (November 1995) More

Swietanowski A (1995)

A Penalty Based Simplex Method for Linear Programming
IIASA Working Paper WP-95-005 (January 1995) More

Swietanowski A (1994)

SIMPLEX v. 2.17: an Implementation of the Simplex Algorithm for Large Scale Linear Problems. User's Guide
IIASA Working Paper WP-94-037 (May 1994) More